MS vs. FBGX
Compare and contrast key facts about Morgan Stanley (MS) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX).
FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MS or FBGX.
Key characteristics
| MS | FBGX | |
|---|---|---|
| YTD Return | -0.72% | 10.48% |
| 1Y Return | 7.56% | 57.07% |
| 3Y Return (Ann) | 6.96% | 6.64% |
| 5Y Return (Ann) | 17.44% | 23.52% |
| Sharpe Ratio | 0.20 | 1.95 |
| Daily Std Dev | 25.02% | 29.35% |
| Max Drawdown | -88.12% | -59.88% |
| Current Drawdown | -9.08% | -13.46% |
Correlation
The correlation between MS and FBGX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MS vs. FBGX - Performance Comparison
In the year-to-date period, MS achieves a -0.72% return, which is significantly lower than FBGX's 10.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MS vs. FBGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley (MS) and UBS AG FI Enhanced Large Cap Growth ETN (FBGX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
MS vs. FBGX - Dividend Comparison
MS's dividend yield for the trailing twelve months is around 3.74%, while FBGX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MS Morgan Stanley | 3.74% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% |
FBGX UBS AG FI Enhanced Large Cap Growth ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MS vs. FBGX - Drawdown Comparison
The maximum MS drawdown since its inception was -88.12%, which is greater than FBGX's maximum drawdown of -59.88%. Use the drawdown chart below to compare losses from any high point for MS and FBGX. For additional features, visit the drawdowns tool.
Volatility
MS vs. FBGX - Volatility Comparison
The current volatility for Morgan Stanley (MS) is 7.74%, while UBS AG FI Enhanced Large Cap Growth ETN (FBGX) has a volatility of 10.27%. This indicates that MS experiences smaller price fluctuations and is considered to be less risky than FBGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.